+3,324.5%
HAS vs RGEN
+1,576.0%
+1,748.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -1.8% | -4.9% | +3.1% | -1.6% |
| 30D | +2.3% | +5.7% | -3.4% | +2.0% |
| 3M | +10.4% | +32.4% | -22.1% | +8.9% |
| 6M | -3.2% | +33.2% | -36.4% | -4.7% |
| YTD | +15.4% | +2.3% | +13.1% | +15.0% |
| 1Y | +18.8% | +39.0% | -20.2% | +16.7% |
| 3Y | +43.9% | -4.6% | +48.6% | +42.7% |
| 5Y | +13.9% | -42.7% | +56.6% | +14.1% |
| 10Y | +56.4% | +433.6% | -377.2% | +44.6% |
| All | +3,324.5% | +1,576.0% | +1,748.5% | +2,245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling